+87.8%
ZTS vs BBWI
-47.4%
+135.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.8% |
| 7D | +5.6% | +0.1% | +5.4% | +5.5% |
| 30D | +12.1% | +12.9% | -0.8% | +10.3% |
| 3M | +11.3% | +16.0% | -4.7% | +8.7% |
| 6M | +14.3% | +16.6% | -2.3% | +10.8% |
| YTD | -31.9% | +9.7% | -41.6% | -33.8% |
| 1Y | -29.3% | +1.5% | -30.8% | -31.0% |
| 3Y | -48.0% | -21.4% | -26.7% | -48.9% |
| 5Y | -58.9% | -67.6% | +8.7% | -55.5% |
| All | +87.8% | -47.4% | +135.2% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling